Stable Lévy motion with inverse Gaussian subordinator

DOI10.1016/J.PHYSA.2017.04.097MaRDI QIDQ2147665zbMATH OpenOpenAlexFDO

Authors Arun Kumar, Agnieszka Wyłomańska, Janusz Gajda

Publication date 20 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2017.04.097

zbMATH Keywords

estimationsubordinationinverse Gaussian processstable Lévy motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65)

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Cited in

(9)

• Fractional normal inverse Gaussian process
• Stable continuous-time autoregressive process driven by stable subordinator
• Characterizing anomalous diffusion by studying displacements
• The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists
• Tempered stable Lévy motion driven by stable subordinator
• Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
• Fractional normal inverse Gaussian diffusion
• Fractional Lévy stable motion time-changed by gamma subordinator
• Stable Lévy process delayed by tempered stable subordinator

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